+43.3%
IR vs MTZ
+165.9%
-122.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -2.7% |
| 7D | +0.6% | +3.6% | -2.9% | -0.4% |
| 30D | -13.6% | -9.6% | -4.0% | -11.4% |
| 3M | +3.7% | -31.9% | +35.6% | +13.0% |
| 6M | -13.1% | -13.8% | +0.8% | -12.6% |
| YTD | -5.1% | +13.3% | -18.4% | -12.9% |
| 1Y | -6.5% | +39.3% | -45.7% | -20.0% |
| 3Y | +8.5% | +168.3% | -159.8% | -25.3% |
| 5Y | +43.3% | +166.4% | -123.1% | -8.7% |
| All | +43.3% | +165.9% | -122.6% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling